1. Try pulling knots apart, strand by strand, or cutting them out instead if they are bad and you are impatient. Combing at them too hard just seems to make them worse and frizz up causing new knots soon after.
2. It is called fiber oil in generic terms. It is basically a spray-on leave-in conditioner.
3. Comb the wig from the ends first. Use a curling iron on a very low setting as this will actually relax the hair. With a curling iron, it is the cooldown of the hai that keeps the curl. So using an iron on a low setting will just give enough heat to make it manageable.
4. The better quality more expensive wigs frizz and tangle less. Human hair is the best. Longer hair wigs frizz and tangle more than short ones. Hair spray seems to prevent this.